+330.4%
PODD vs URA
+272.2%
+58.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.4% |
| 7D | -4.4% | +4.5% | -8.8% | -5.4% |
| 30D | +8.1% | -13.4% | +21.5% | +11.4% |
| 3M | +2.9% | -28.4% | +31.3% | +10.4% |
| 6M | -5.7% | -40.5% | +34.7% | +4.6% |
| YTD | -47.5% | -24.3% | -23.2% | -46.4% |
| 1Y | -55.7% | -28.8% | -26.8% | -54.1% |
| 3Y | -3.7% | +37.6% | -41.4% | -22.1% |
| 5Y | -52.6% | +30.7% | -83.3% | -62.8% |
| All | +330.4% | +272.2% | +58.1% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling